+200.2%
WAB vs PCOR
-19.6%
+219.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +1.4% | +22.7% | -21.3% | -1.9% |
| 30D | +0.4% | +37.5% | -37.1% | -4.6% |
| 3M | -3.8% | +35.2% | -39.0% | -8.7% |
| 6M | +5.1% | +42.2% | -37.2% | -1.7% |
| YTD | +33.3% | +3.6% | +29.8% | +31.2% |
| 1Y | +39.8% | -4.8% | +44.6% | +40.0% |
| 3Y | +161.1% | +48.3% | +112.7% | +131.4% |
| All | +200.2% | -19.6% | +219.8% | +174.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PCOR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling